Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 69.467123 78.451398 88.897770 102.134400 118.750388 1.393388e+02 167.495674
2024-12-29 59.665177 71.543617 86.822366 108.680581 140.608253 1.883686e+02 272.218116
2025-01-05 51.865050 64.372487 81.455216 107.856447 150.685151 2.247895e+02 387.896857
2025-01-12 45.968252 58.382804 76.046980 104.892574 155.554768 2.543966e+02 524.273877
2025-01-19 40.873057 52.688498 69.956525 99.223104 153.585108 2.697002e+02 651.241957
2025-01-26 39.538456 52.143350 71.349628 105.906424 176.456114 3.543252e+02 1235.238003
2025-02-02 38.447616 51.764428 72.851950 113.033967 203.368908 4.786027e+02 3116.349105
2025-02-09 36.533326 49.870566 71.547956 114.543656 218.322682 5.878457e+02 9229.365162
2025-02-16 34.424050 47.448978 69.013716 113.048803 225.196076 6.794565e+02 51229.774166
2025-02-23 32.512836 45.176111 66.468239 111.035381 230.011483 7.748027e+02 NaN
2025-03-02 30.638521 42.817469 63.524310 107.656821 229.709988 8.466042e+02 NaN
2025-03-09 29.336491 41.310808 61.972971 107.096035 238.144352 1.006114e+03 NaN
2025-03-16 27.440731 38.752462 58.381186 101.650081 229.748214 1.028536e+03 NaN
2025-03-23 27.118983 38.841184 59.753847 108.072444 266.200712 1.696855e+03 NaN
2025-03-30 26.015186 37.498617 58.246478 107.249665 275.696291 2.177007e+03 NaN
2025-04-06 24.793811 35.873119 56.042044 104.311276 275.337943 2.526853e+03 NaN
2025-04-13 23.399446 33.871236 52.951758 98.690262 261.360329 2.446547e+03 NaN
2025-04-20 23.314208 34.171277 54.456358 105.316256 306.808463 5.921233e+03 NaN
2025-04-27 23.227567 34.457929 55.962634 112.380366 363.629056 3.428712e+04 NaN
2025-05-04 22.671350 33.849672 55.539151 113.876320 392.012262 2.488453e+06 NaN
2025-05-11 21.924826 32.848233 54.194564 112.395067 400.788401 NaN NaN
2025-05-18 21.190518 31.834250 52.751062 110.399802 405.146053 NaN NaN
2025-05-25 20.403561 30.688066 50.948260 107.051292 397.902317 NaN NaN